Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Option Spread Screener Report Date:

SCREENER   
Select Stock
 Symbol   
Short Leg
LEG VOLUME
STRIKE RANGE
EXPIRATION
Screener Options
Subscribers can save settings 
 One Row Per Underlying
Sort By   
Data is delayed from August 25, 2021. You can get started for free to get the latest data.
# Stock Stock
Price
Stock
Volume
Short Leg Time Value
% of Stock
Implied
Volatility
ROI
(If called)
Expiry Days Strike P/C Price Volume
1 XSPA 1.66 2.6M 17 Sep '21 23 2.50 C  0 0 0.00 1.373 50.60%
2 XSPA 1.66 2.6M 15 Oct '21 51 2.50 C 0.05 272 3.01 1.130 55.28%
3 XSPA 1.66 2.6M 17 Sep '21 23 2.00 C 0.05 406 3.01 1.103 24.22%
4 XSPA 1.66 2.6M 21 Jan '22 149 2.00 C 0.30 226 18.07 1.077 47.06%
5 XSPA 1.66 2.6M 21 Jan '22 149 2.50 C 0.20 11 12.05 1.075 71.23%
6 XSPA 1.66 2.6M 19 Nov '21 86 2.50 C 0.10 6 6.02 1.062 60.26%
7 XSPA 1.66 2.6M 19 Nov '21 86 2.00 C 0.20 1 12.05 1.060 36.99%
8 XSPA 1.66 2.6M 14 Apr '22 232 2.50 C 0.25 0 15.06 1.043 77.30%
9 XSPA 1.66 2.6M 15 Oct '21 51 1.50 C 0.30 39 8.43 1.010 10.29%
10 XSPA 1.66 2.6M 17 Dec '21 114 2.50 C 0.10 0 6.02 0.999 60.26%
11 XSPA 1.66 2.6M 17 Dec '21 114 2.00 C 0.20 0 12.05 0.988 36.99%
12 XSPA 1.66 2.6M 15 Oct '21 51 2.00 C 0.10 195 6.02 0.963 28.21%
13 XSPA 1.66 2.6M 14 Apr '22 232 1.50 C 0.45 0 17.47 0.949 23.97%
14 XSPA 1.66 2.6M 19 Nov '21 86 1.00 C 0.60 1 -3.61 0.949 -5.66%
15 XSPA 1.66 2.6M 21 Jan '22 149 1.50 C 0.40 10 14.46 0.945 19.05%
16 XSPA 1.66 2.6M 20 Jan '23 513 2.50 C 0.50 8 30.12 0.938 115.52%
17 XSPA 1.66 2.6M 20 Jan '23 513 2.00 C 0.55 78 33.13 0.921 80.18%
18 XSPA 1.66 2.6M 17 Dec '21 114 1.50 C 0.35 0 11.45 0.900 14.50%
19 XSPA 1.66 2.6M 17 Sep '21 23 1.00 C 0.60 11 -3.61 0.893 -5.66%
20 XSPA 1.66 2.6M 15 Oct '21 51 1.00 C 0.60 0 -3.61 0.892 -5.66%
21 XSPA 1.66 2.6M 14 Apr '22 232 1.00 C 0.70 0 2.41 0.862 4.17%
22 XSPA 1.66 2.6M 20 Jan '23 513 1.00 C 0.85 9 11.45 0.849 23.46%
23 XSPA 1.66 2.6M 20 Jan '23 513 1.50 C 0.65 33 29.52 0.822 48.51%
24 XSPA 1.66 2.6M 19 Nov '21 86 1.50 C 0.30 0 8.43 0.761 10.29%
25 XSPA 1.66 2.6M 21 Jan '22 149 1.00 C 0.65 32 -0.60 0.720 -0.99%
26 XSPA 1.66 2.6M 17 Sep '21 23 1.50 C 0.20 34 2.41 0.712 2.74%
27 XSPA 1.66 2.6M 17 Dec '21 114 1.00 C 0.65 0 -0.60 0.629 -0.99%
Go to the old report

Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.